<p>
    In this case our backtest results in a low annual return of approximately -0.7% over a decade. The poor performance may be due to several reasons:
    <ol>
        <li>The fixed forex universe chosen is not large enough to properly diversify market risk</li>
        <li>The thresholds for entering long and short positions (0.6, -0.6) may need adjustment</li>
        <li>The length of historical data might be not large enough for this weekly-rebalanced strategy.</li>
    </ol>
    We encourage the community to further develop this strategy by testing out different symbols, thresholds, and historical data lengths.
</p>